Lift - A lifted Jeep or 4 wheel drive vehicle looks better but in most cases that is not the true intent. Getting the frame and body parts higher to go over larger obstacles is the goal of a lift. The downside of a lift is the higher you go the less fun it is to drive on the pavement. If your rig is a trailer queen then go nuts, but it is a daily driver 2 to 4 inches is a good range.
Larger Tires - The goal here is to get the Differentials or pumpkins higher off the ground. Where as lift raised the body it does nothing to raise the axles or the Differentials.
Lockers - A locking differential, differential lock, diff lock or locker is a variation on the standard automotive differential. A locking differential may provide increased traction compared to a standard, or "open" differential by restricting each of the two wheels on an axle to the same rotational speed without regard to available traction or differences in resistance seen at each wheel.
A locking differential is designed to overcome the chief limitation of a standard open differential by essentially "locking" both wheels on an axle together as if on a common shaft. This forces both wheels to turn in unison, regardless of the traction (or lack thereof) available to either wheel individually.
When the differential is unlocked (open differential), it allows each wheel to rotate at different speeds (such as when negotiating a turn), thus avoiding tire scuffing. An open (or unlocked) differential always provides the same torque (rotational force) to each of the two wheels, on that axle. So although the wheels can rotate at different speeds, they apply the same rotational force, even if one is entirely stationary, and the other spinning. (Equal torque, unequal rotational speed).
By contrast, a locked differential forces both left and right wheels on the same axle to rotate at the same speed under nearly all circumstances, without regard to tractional differences seen at either wheel. Therefore, each wheel can apply as much rotational force as the traction under it will allow, and the torques on each side-shaft will be unequal. (Unequal torque, equal rotational speeds). Exceptions apply to automatic lockers, discussed below.
A locked differential can provide a significant traction advantage over an open differential, but only when the traction under each wheel differs significantly.
All the above comments apply to central differentials as well as to those in each axle: full-time four-wheel-drive (often called "All Wheel Drive") vehicles have three differentials, one in each axle, and a central one between the front and rear axles (transfer case).
Lots of Jeep Friends - If you are going to go 4 wheeling you should always when possible go with some other 4 wheeling friends. Unpredictable things happen out on the trail and things break that might seem impossible to break when no one is around. In the desert where we live and wheel a lot people have to be rescued on a regular basis because they are unprepared or out on the trail alone. Whenever possible wheel with other 4 wheelers.
Join a Group. Here are a few:
https://www.facebook.com/groups/offroadtucson/
https://www.facebook.com/groups/TucsonJeeps/
https://www.facebook.com/groups/DMMilitaryJeepers/
https://www.facebook.com/groups/1447396575495067/
https://www.facebook.com/groups/255518351311063/